Modern art fans won't regret making the trip out to the outstanding Arken Museum of Modern Art. The art museum's fine collection of post-1945 art includes several Warhols, works by Jeff Koons and Damien Hirst, as well as creations by celebrated contemporary Danish artists such as Per Kirkeby, Asger Jorn, Jesper Just and Olafur Eliasson. There's plenty to keep children intrigued too, including the wonderful sandy beach outside.
To get here from Copenhagen, take the S-train southwest to Ishøj station, then bus 128 from there.